-23.4%
BITO vs MDLZ
+22.7%
-46.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +3.8% |
| 7D | -1.9% | +8.9% | -10.8% | +0.3% |
| 30D | -6.7% | +15.2% | -21.9% | -3.3% |
| 3M | +23.1% | +9.5% | +13.6% | +26.3% |
| 6M | -2.0% | +11.7% | -13.7% | +1.0% |
| YTD | -11.4% | +28.4% | -39.8% | -10.2% |
| 1Y | -23.4% | +24.4% | -47.8% | -22.0% |
| All | -23.4% | +22.7% | -46.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling